+92.3%
SYF vs SGI
+61.8%
+30.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.6% | +9.3% | -6.7% | -1.6% |
| 30D | 0.0% | +6.9% | -6.8% | -3.2% |
| 3M | +11.9% | +2.8% | +9.1% | +9.8% |
| 6M | +18.9% | -12.6% | +31.5% | +24.7% |
| YTD | -4.6% | -21.5% | +16.9% | +4.8% |
| 1Y | +6.4% | -18.8% | +25.1% | +14.2% |
| 3Y | +167.2% | +60.8% | +106.3% | +104.4% |
| 5Y | +92.3% | +60.0% | +32.3% | +32.4% |
| All | +92.3% | +61.8% | +30.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling